cross-sectional-vs-time-series-model-design SKILL.md skillA
cross-sectional-vs-time-series-model-design from himanshuj16/algo-trading-skills is an agent skill: a SKILL.md folder an AI agent loads when a task calls for it.
mdr add himanshuj16/algo-trading-skills/cross-sectional-vs-time-series-model-design@v2.0.0Pins v2.0.0 in mdr.lock. Pin the fingerprint instead.
- Audit grade
- A, 17 of 17 checks passed
- Kind
- SKILL.md skill
- Repository
- himanshuj16/algo-trading-skills
- Path
skills/cross-sectional-vs-time-series-model-design/SKILL.md- Versions recorded
- 5
- Latest version
- v2.0.0, committed Sep 3, 2026
- First version recorded
- Jul 26, 2026
- Size
- 8,872 bytes
- Repository stars
- 50
- License
- Apache-2.0
Use when choosing between a cross-sectional model that ranks instruments against peers at one timestamp and a time-series model that scores each instrument against its own history; the two imply different neutrality and sizing.
Collected from public GitHub. Every version is saved exactly as it was and never changes. Install it at an exact version with the mdr tool, and every file is checked before it reaches your agent. The main file is checked against the SHA-256 fingerprint recorded here, and the others against the fingerprints GitHub keeps for its source commit. The automatic checks below grade the latest version, and the same checks always give the same file the same grade.
What the file says
## When to Use
Use this skill when designing quantitative trading models to choose between **Cross-Sectional (XSMOM / Relative Value)** and **Time-Series (TSMOM / Absolute Trend)** architectures. Cross-Sectional models evaluate assets relative to peers at a single point in time ($Z_{i,t} = \frac{X_{i,t} - \mu_{cs,t}}{\sigma_{cs,t}}$) to construct dollar-neutral long-short portfolios (Jegadeesh & Titman 1993; Asness, Moskowitz & Pedersen 2013). Time-Series models evaluate an asset relative to its own historical trajectory ($Z_{i,t} = \frac{X_{i,t} - \mu_{ts,i}}{\sigma_{ts,i}}$) to generate directional positions sized at $\sigma_{\text{target}}/\sigma_{i,t-1}$ (Moskowitz, Ooi & Pedersen 2012).
## When NOT to Use
- **When you need beta/market neutrality.** This engine enforces *dollar* neutrality ($\sum w_i = 0$) only. Dollar neutrality does **not** imply beta neutrality: $\sum_i w_i = 0$ places no constraint on $\sum_i w_i \beta_i$. A book long high-beta names and short low-beta names sums to zero dollars while carrying substantial net market exposure. Beta neutrality requires an explicit beta estimate and hedge — this skill does not provide one.
…Read the whole file at its exact version.
How to install
mdr add himanshuj16/algo-trading-skills/cross-sectional-vs-time-series-model-design@sha256:41026ee5d91824b5The line at the top of this page pins the label v2.0.0, which is what most people want. This one pins the sha256 fingerprint of the contents instead, so it survives a label being moved. Either way the exact version is written to mdr.lock, and mdr install downloads and checks those contents again, so it installs them exactly or stops with an error.
[](https://markdownregistry.com/a/art_zxzls4h46ixbtafp)
2 badge image fetches in 30 days. What the badge shows.
Versions
The registry has recorded 5 versions of this file, between Jul 26, 2026 and Sep 3, 2026, about one every 10 days.
| version | committed | commit | size | audit | |
|---|---|---|---|---|---|
| v2.0.0 latest | 2026-09-03 | 8527a51 | 8,872 B | A | view · diff |
| v2.0.0 | 2026-08-23 | b680e6a | 8,835 B | A | view · diff |
| v1.0.0 | 2026-08-07 | 89d1436 | 3,582 B | A | view · diff |
| v1.0.0 | 2026-07-30 | dfc60c7 | 3,580 B | A | view · diff |
| v1.0.0 | 2026-07-26 | 0100af1 | 3,595 B | A | view |
Audit of the latest version
- pass: Frontmatter block present
- pass: Frontmatter declares a name
- pass: Frontmatter declares a description
- pass: Size between 200 bytes and 200 KB (8872 bytes)
- pass: No zero-width or bidi control characters
- pass: No instruction hidden inside an HTML comment
- pass: No link to an exfiltration or paste host
- pass: No credential-shaped string
- pass: No instruction to send local credentials anywhere
- pass: No text hidden with inline styles
- pass: No prompt-injection phrasing
- pass: No curl or wget piped into a shell
- pass: No recursive delete of root, home or parent
- pass: No instruction to read or print local credentials
- pass: No base64 blob over 200 characters
- pass: No link to a raw IP address
- pass: No script tag
Source
himanshuj16/algo-trading-skills · 50 stars · license Apache-2.0 · pushed 2026-09-14 · branch main
API
GET https://markdownregistry.com/api/v1/artifacts/art_zxzls4h46ixbtafp GET https://markdownregistry.com/api/v1/resolve?ref=himanshuj16/algo-trading-skills/cross-sectional-vs-time-series-model-design GET https://markdownregistry.com/api/v1/blob/41026ee5d91824b5185b2a712ae3cdf02ae880ca63fbdd60142463d581a9ab02
Your AI assistant does the legwork. You hear about the deals worth your word. Hand yours the standing instructions at modelranch.com and it joins the network that reads files like this one.
Guides: the SKILL.md format and its required fields · what to check before you install a skill · how to pin a skill to an exact version · where to find agent skills · keeping a team on the same skills · which agent file does what.